In nearly every situation, Felicity would argue that, for the good of others, she's an acceptable casualty... just not the first one she'd choose. If necessary, then okay, but not by choice. Losing a shadow doesn't seem to be too terribly intense and maybe she can live with that, but still.

"If we find it, maybe I can sew it back on," she jokes a little lamely, then looks over and gives him half a smile, the sick feeling in the pit of her stomach still sitting like a rock inside her. The Peter Pan reference might go over his head, but honestly, she can't just walk quietly.